What a pain in the ass that was.
Added the IE add-on, downloaded, wouldn't play, needed codec.
Finally found the codec and installed, wouldn't play, needed sound codec.
Found a package(K-lite) that included the sound codec and installed, didn't help.
Tried converting the video using their site, wouldn't play.
Downloaded a free FLV player. works
I also tried using them to download rather than the IEadd-on, but that was no help.

So now I go to the page where the video is, right click, menu comes up, left click download, a pop-up opens(won't stay on top), left click download, add FLV file extension, play with the FLV player.

It shouldn't be that hard but now I have SG singing on my hard drive, forever.